Columbia的全稱是Columbia University的Mathematics (Mathematics of Finance,即哥倫比亞大學(xué)數(shù)學(xué)(金融數(shù)學(xué)),下面將詳細(xì)介紹Columbia的的項(xiàng)目特點(diǎn)/院系介紹、Columbia的的研究生申請要求。
哥倫比亞大學(xué)
The M.A. program in Mathematics of Finance is designed for students who want to work in areas of quantitative finance such as quantitative portfolio management, quantitative trading, risk management, derivatives modeling, structuring and trading, and other related quantitative fields.
In conjunction with the Department of Statistics, the Department of Mathematics offers an M.A. in Mathematics with a specialization in the Mathematics of Finance. The program concentrates on the advanced quantitative methods required for modern finance and draws on the diverse strengths of Columbia in stochastic processes, numerical methods and application to finance.
1、 Stochastic Processes
2、Introduction to the Mathematics of Finance
3、Statistical Inference / Time-Series Modeling
4、Stochastic Methods in Finance
5、Numerical Methods in Finance
6、Practitioners’ Seminar
7、Multi-Asset Portfolio Management
8、Math Methods – Financial Price Analysis
9、Debt Markets
10、Statistical Machine Learning
11、Equity Derivatives
12、Non-Linear Option Pricing
13、Linear Regression Models
14、Data Mining
1、隨機(jī)過程
2、財(cái)務(wù)數(shù)學(xué)簡介
3、統(tǒng)計(jì)推斷/時(shí)間序列模型
4、金融中的隨機(jī)方法
5、金融數(shù)值方法
6、從業(yè)人員研討會(huì)
7、多資產(chǎn)投資組合管理
8、數(shù)學(xué)方法 - 財(cái)務(wù)價(jià)格分析
9、債券市場
10、統(tǒng)計(jì)機(jī)器學(xué)習(xí)
11、股票衍生產(chǎn)品
12、非線性期權(quán)定價(jià)
13、線性回歸模型
14、數(shù)據(jù)挖掘
托福 100或雅思 7.5,GRE,學(xué)費(fèi)$30,166美元/學(xué)期,申請截止日期5月15號(hào)
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